The comprehension of the process-structure-properties relationship is an imperative achievement in order to develop high performances materials. The complexity of this understanding demands multiple characterization techniques. We have developed an innovative setup of characterization that couples Atomic Force Microscopy (AFM) with Raman spectroscopy, making possible the successive analysis of the same sample area providing multiple information at multiscale. The AFM is able to give quantitative mechanical properties of the sample at the nanoscale (force-distance curves). Confocal Raman micro-spectroscopy is a complementary technique to access chemical and structural information at a micro-scale, which can be correlated to AFM measurements. In order to optimize the access to the multiple information provided by both AFM and Raman analysis, one should be interested on a well-designed sample preparation technique. We will present our strategy for sample preparation using cryo-ultramicrotomy (CUM), which is suitable for the co-localization of AFM-Raman analyses and for complementary analysis with electron microscopy (ultrathin cross-sections). This approach allows optimization of the manufacturing process and the investigation of polymer materials during all their life-cycle. In addition, we have developed an original methodology allowing to properly open a thin membrane (20-300µm) and to collect the sections without any epoxy embedding and therefore no chemical contamination. We will display the developed AFM-Raman setup as well as the sample preparation method with CUM, highlighting the challenges that had to be overcome to apply this technique. Through the study of a variety of heterogeneous or multiphase polymer systems we will present the high information content that can be obtained through this method. In particular, this powerful technique will be illustrated by the study of the sol-gel manufacturing conditions on the physical properties of hybrid membranes.